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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
ANGO
Primary Facts
Medical Instruments & Supplies
Name:
-
Sector:
- 9925.00K
Industry:
20.85
CEO:
Mr. James Clemmer
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.56417172
-8.28518454
Angiodynamics, Inc. (XNAS:ANGO) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
ANGIODYNAMICS, INC. (XNAS:ANGO)
One Month Price Target:
Six Month Price Target :
$20.96
Likely Price in One Year's Time:
Ticker:
$21.48
Likely Trading Range Today Under (Normal Volatility)
$20.99
Price Upper limit ($) :
$22.12
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P456
This week:
$19.47
This month :
$17.77
Other Primary facts
Market Cap:
38.97M
Market Cap Classification:
821.49M
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-15.77%
$14.69
Worst Daily Decline:
Our Options Trading Entry Points
Iron Condor entry points for options expiring in 1 week's time
Low risk (<2%) entry points
Buy Call:
Sell Call:
Buy Put:
Sell Put:
$24.29
19.4%
$17.41
$27.24
Medium risk (<10%) entry points
Buy Call
Sell Call
$22.70
Buy Put:
Sell Put:
$14.46
$19.00
$23.33
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Medical Instruments & Supplies
Sharpe Ratio:
ANGO, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
1.60%
0.670432695
Sharpe ratio is 67.04% higher than the industry
Average Returns/Yield of
Medical Instruments & Supplies
Daily returns:
1
Weekly returns:
0.10%
Monthly returns:
0.48%
Yearly returns:
23.07%
Comparison of returns:
0.571553758
Classification:
Average annual returns/yield (last 3 years) is 57.16% above industry average
Results of T-Test of Returns:
ANGO is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.60
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 17.35% higher than the market/S&P 500 average
Weekly Volatility:
3.26%
Monthly Volatility:
7.30%
Yearly Volatility:
14.60%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
63.62%
-19.75%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -19.75% below long-term volatility
Weekly VaR:
-6.61%
Monthly VaR:
-14.77%
How Much Can the price of
Medical Instruments & Supplies
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Very high (>70%)
Worst case (decline):
$15.63
This translates to price declining to:
-25%
This translates to price declining to:
>85%
Severe Crash Probability
-29.55%
What is Value at Risk (VaR)?
Risk Fundamentals
78.65%
ANGO is a 108.54% riskier investment compared to the market/S&P 500 & is 78.65% riskier than Nasdaq (IXIC)
ANGO is a 108.54% riskier investment compared to the market/S&P 500
Beta Examination of
Medical Instruments & Supplies
0.906
Expected beta in 1 year's time:
0.774
Expected beta in 3 year's time:
0.656
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.91
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -8.46% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.862
-0.251
Average Industry Beta:
Beta is -25.11% lower than peers
-0.084617345
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 3.52% above industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
0.928
1.885
8.735
Analysis of Cost of Capital of
Medical Instruments & Supplies
Equity cost of capital:
Alpha is 873% higher than market/& is unsustainably high
-0.058
Unlevered (without debt) cost of capital:
Equity cost of capital is -5.78% below industry mean WACC
Before-tax cost of debt:
8.90%
After-tax cost of debt:
2.75%
Overall debt rating:
2.17%
Weighted average cost of capital (WACC):
2.75%
3.52%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -64.20% below the industry mean
-153.18%
EPS:
-
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 85.43% higher than the industry
-
Free cash flow (FCF) per share:
Price to book ratio is -74.18% below the industry mean
Growth rate in R&D investment/expenditure is 1846.24% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -119% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Medical Instruments & Supplies
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
8.34
-0.832905467
-51.38641488
-1.405749264
-
-
P/S (Price to Sales ratio):
$7.85
-0.642018303
P/B (Price to book value ratio):
Price to sales ratio is -64.20% below the industry mean
-
0.854253464
Net income growth rate (3Y):
Annual revenue growth rate is -153.18% below industry average
3034.62%
Dividend Analysis
Net income growth rate is 3034.62% higher than the average industry net income growth rate
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
-
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-2.40%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 1.8 years
Debt to assets ratio:
-1.88%
Net debt to assets ratio:
5.73%
-87.47%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -87.47% below industry average
-1.33
Looking forward:
Debt growth rate:
1.0x
-145.47%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
9.839738781
Statistical significance of correlation:
-0.46%
Average Correlation of the industry with the market:
0.352
-30.27%
R Squared (percentage of price movement explained by movement of the market):
0.352
Correlation of price movement with Nasdaq (^IXIC):
0.124
Covariance of price movement with the market:
-0.009
Kurtosis
-0.016
5.174
Skewness of returns:
Returns have moderate fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
0.373
Fundamental Analysis & Dupont Analysis of
Medical Instruments & Supplies
Gross Profit Margin Ratio:
161.60M
Operating Profit Margin Ratio:
Net profit margin is -197.02% lower than the industry
-206.57%
Net Profit Margin Ratio:
161.60M
Effective Tax Rate:
-6.11%
-0.63500343
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -199.86% lower than the industry
-80.00%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -206.57% lower than the industry
-199.86%
Financial Leverage:
Interest coverage ratio is -133.34% less than industry average
Current Ratio:
Return on equity (ROE) is -80.00% lower than the industry
-0.309669603
Cash Conversion Cycle (days):
$0.64
-0.729186302
Current ratio is -30.97% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -72.92% below industry average
0.138843345
EBITDA generated per employee:
Each employee generates 14% more revenue than industry average revenue per employee
-1.192301981
Profit generated per employee:
-$0.42
-167%
Free cash flow (FCF) generated per employee:
Each employee generates -167% less net income/profit than industry average revenue per employee
1.269206726
Assets/Capital per employee
Each employee generates 127% more free cash flow than industry average revenue per employee
1.269206726
Research & Development (R&D) Analysis
5.04%
18.46243614
Competitors/Peer firms of
Medical Instruments & Supplies
$8.22
BLACK DIAMOND THERAPEUTICS, INC. (XNAS:BDTX)
NKARTA, INC. (XNAS:NKTX)
NATUS MEDICAL INCORPORATED (XNAS:NTUS)
Trean Insurance Group Inc (XNAS:TIG)
PASSAGE BIO, INC. (XNAS:PASG)
CURIS, INC. (XNAS:CRIS)
So-Young International Inc. (XNAS:SY)
IKENA ONCOLOGY, INC. (XNAS:IKNA)
Current Analyst Ratings
-$1.03
Strong buy�0%
Buy�4%
Hold�17%
Sell�0%
Strong sell�0%
Income Statement
Period:
2/28/2022
Date:
Value
Revenue:
TTM
Cost of Revenue:
Gross Profit:
R&D Expense
General & Admin Expenses:
Selling, General & Admin Expenses
Sales and Marketing Expenses
Other Expenses :
Operating Expenses :
Cost & Expenses :
Interest Income:
Interest Expenses:
Depreciation & Amortization:
EBITDA:
Operating Income:
Other Income Expenses:
Income Before Tax:
Income Tax Expense:
Net Income:
Balance Sheet
Date:
Calendar Year:
Period:
Cash & Cash Equivalents:
Short Term Investments:
Cash & Short Term Investments:
Net Receivables:
Inventory:
Other Current Assets:
Total Current Assets:
PP&E:
Goodwill:
Intangible Assets:
Long Term Investments:
Tax Assets:
Other Non-Current Assets:
Total Non-Current Assets:
Other Assets:
Total Assets:
Accounts Payable:
Short Term Debt:
Tax Payables:
Deferred Revenue:
Other Current Liabilities:
Total Current Liabilities:
Long Term Debt:
Other Non-Current Liabilities:
Total Non Current Liabilities:
Other Liabilities:
Total Liabilities:
Common Stock:
Retained Earnings:
Accumulated Other Comprehensive Loss:
Other Total Stockholders' Equity:
Total Stockholders' Equity:
Total Liabilities and Stockholders' Equity:
Total Investments:
Total Debt:
Net Debt:
306.06M
144.47M
211%
31.98M
36.48M
128.77M
92.29M
18.90M
324.11M
-
688.00K
28.21M
-21%
- 5418.00K
- 1506.00K
-59%
- 5418.00K
Statement of Cash Flow
Date:
Period:
- 6972.00K
Differed Income Tax :
7.00M
Stock Based Compensation :
- 1690.00K
Change in Working Capital :
2.43M
Accounts Receivables:
- 10405.00K
Other Working Capital:
- 6345.00K
Other Non-Cash Items:
79.22M
Net Cash Provided by Operating Activities:
737.00K
Investments in PP&E:
- 8904.00K
Net Acquisitions:
- 1021.00K
Purchases of Investments:
- 3600.00K
Sales/Maturities of Investments:
Other Investing Activities:
Net Cash Used for Investing Activities:
Debt Repayment:
Common Stock Issued:
Common Stock Repurchased:
Dividend Paid:
Other Financing Activities:
Net Cash Used Provided by Financing Activities:
Effect of FOREX on Changes in Cash:
Net Changes in Cash:
Cash at End of Period:
Cash at Beginning of Period:
Operating Cash Flow:
Capital Expenditure:
Free Cash Flow (FCF):
Value
8/31/2021
2022
Q1
35.47M
-
35.47M
35.42M
49.31M
11.13M
131.32M
41.13M
201.49M
168.89M
-
-
12.93M
424.44M
-
555.76M
22.69M
-
819.00K
-
29.41M
52.10M
25.00M
24.32M
67.72M
-
119.81M
379.00K
- 138838.00K
3.7M
Value
179.65M
570.67M
435.95M
555.76M
-
25.00M
-
-
- 4471.00K
- 9092.00K
-
-
-
-
5.45M
5.45M
- 139.00K
- 12689.00K
35.47M
48.16M
- 8904.00K
- 1021.00K
Our Proprietary Portfolio Rating
Our Rating:
-262.2345532
Price Forecast/Expected Price in Next 5 Years of
Medical Instruments & Supplies
2023
2024
2025
2026
2027
6.489655769
$22.23
$6.88
$7.30
$7.75